The above scans are from a book titled Dark Lover: The Life and Death of Rudolph Valentino
by Emily W. Leider

I asked Emily Leider for clarification on the source of her information.  Her reply:  "The info is from Valentino's ghost-written autobiography, published in Photoplay, and also (cf. p. 83 of the book, which is in most libraries) in an interview with a former dancer, conducted by Anthony Slide and shared by Slide with me."

Another reference:  http://www.sanfran.com/archives/view_story/859/
(but possibly based on the above book as well)